+156.5%
EWJ vs PR
+169.5%
-13.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | +3.3% | +18.0% | -14.8% | +2.4% |
| 3M | +5.0% | +16.9% | -11.9% | +4.1% |
| 6M | +11.5% | +28.2% | -16.7% | +9.9% |
| YTD | +22.4% | +69.3% | -46.9% | +18.9% |
| 1Y | +30.2% | +69.5% | -39.3% | +26.4% |
| 3Y | +72.8% | +81.7% | -8.9% | +66.3% |
| 5Y | +54.1% | +422.2% | -368.1% | +40.9% |
| 10Y | +140.6% | +110.4% | +30.2% | +139.6% |
| All | +156.5% | +169.5% | -13.0% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling